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Large time and small noise asymptotic results for mean reverting diffusion processes with applications
Callen, Jeffrey L.; Govindaraj, Suresh; Xu, Lin - In: Economic theory : official journal of the Society for … 16 (2000) 2, pp. 401-419
Persistent link: https://www.econbiz.de/10001526085
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Financial price fluctuations in a stock market model with many interacting agents
Horst, Ulrich - In: Economic theory : official journal of the Society for … 25 (2005) 4, pp. 917-932
Persistent link: https://www.econbiz.de/10002790238
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On non-ergodic asset prices
Horst, Ulrich; Wenzelburger, Jan - In: Economic theory : official journal of the Society for … 34 (2008) 2, pp. 207-234
Persistent link: https://www.econbiz.de/10003596911
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Financial liberalization and short-run housing price dynamics
Kapur, Basant - In: Economic theory : official journal of the Society for … 29 (2006) 3, pp. 649-675
Persistent link: https://www.econbiz.de/10003382912
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Rational housing bubble
Zhao, Bo - In: Economic theory : official journal of the Society for … 60 (2015) 1, pp. 141-201
Persistent link: https://www.econbiz.de/10011374740
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Belief heterogeneity and survival in incomplete markets
Coury, Tarek; Sciubba, Emanuela - In: Economic theory : official journal of the Society for … 49 (2012) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10009427138
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Pricing rules and Arrow-Debreu ambiguous valuation
Araújo, Aloisio Pessoa de; Chateauneuf, Alain; Faro, … - In: Economic theory : official journal of the Society for … 49 (2012) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10009427140
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Efficient markets and Bayes' rule
Sandroni, Alvaro - In: Economic theory : official journal of the Society for … 26 (2005) 4, pp. 741-764
Persistent link: https://www.econbiz.de/10003133340
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Path-dependent behavior and information leakage in financial markets
Testa, Alessia - In: Economic theory : official journal of the Society for … 67 (2019) 4, pp. 909-949
Persistent link: https://www.econbiz.de/10012056007
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Rational overconfidence and social security : subjective beliefs, objective welfare
Krabbe Nielsen, Carsten - In: Economic theory : official journal of the Society for … 65 (2018) 2, pp. 179-229
Persistent link: https://www.econbiz.de/10011949045